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Numerical solution of partial differential equations (PDEs) plays a vital role in various fields of science and engineering. In recent years, deep neural networks (DNNs) have emerged as a powerful tool for solving PDEs, leveraging their…

Numerical Analysis · Mathematics 2026-02-16 Shuo Ling , Wenjun Ying , Zhen Zhang

This work focuses on a class of elliptic boundary value problems with diffusive, advective and reactive terms, motivated by the study of three-dimensional heterogeneous physical systems composed of two or more media separated by a selective…

Numerical Analysis · Mathematics 2018-04-20 Riccardo Sacco , Aurelio Giancarlo Mauri , Giovanna Guidoboni

The bidomain equations have been widely used to mathematically model the electrical activity of the cardiac tissue. In this work, we present a potential theory-based Cartesian grid method which is referred as the kernel-free boundary…

Numerical Analysis · Mathematics 2021-04-13 Xindan Gao , Li Cai , Craig S. Henriquez , Wenjun Ying

The ultimate goal of any numerical scheme for partial differential equations (PDEs) is to compute an approximation of user-prescribed accuracy at quasi-minimal computational time. To this end, algorithmically, the standard adaptive finite…

Numerical Analysis · Mathematics 2025-01-30 Philipp Bringmann , Michael Feischl , Ani Miraci , Dirk Praetorius , Julian Streitberger

We develop new dynamically orthogonal tensor methods to approximate multivariate functions and the solution of high-dimensional time-dependent nonlinear partial differential equations (PDEs). The key idea relies on a hierarchical…

Numerical Analysis · Mathematics 2020-01-29 Alec Dektor , Daniele Venturi

Parabolic partial differential equations (PDEs) appear in many disciplines to model the evolution of various mathematical objects, such as probability flows, value functions in control theory, and derivative prices in finance. It is often…

Machine Learning · Computer Science 2024-07-18 Xingzi Xu , Ali Hasan , Jie Ding , Vahid Tarokh

We consider goal-oriented adaptive space-time finite-element discretizations of the regularized parabolic p-Laplace problem on completely unstructured simplicial space-time meshes. The adaptivity is driven by the dual-weighted residual…

Numerical Analysis · Mathematics 2023-06-13 B. Endtmayer , U. Langer , A. Schafelner

In this paper, we propose a multiscale empirical interpolation method for solving nonlinear multiscale partial differential equations. The proposed method combines empirical interpolation techniques and local multiscale methods, such as the…

Numerical Analysis · Mathematics 2014-07-02 Victor Calo , Yalchin Efendiev , Juan Galvis , Mehdi Ghommem

We propose an easy-to-implement iterative method for resolving the implicit (or semi-implicit) schemes arising in solving reaction-diffusion (RD) type equations. We formulate the nonlinear time implicit scheme as a min-max saddle point…

Numerical Analysis · Mathematics 2023-05-09 Shu Liu , Siting Liu , Stanley Osher , Wuchen Li

Our objective is to stabilise and accelerate the time-domain boundary element method (TDBEM) for the three-dimensional wave equation. To overcome the potential time instability, we considered using the Burton--Miller-type boundary integral…

Numerical Analysis · Mathematics 2022-01-05 Toru Takahashi , Masaki Tanigawa , Naoya Miyazawa

One of the oldest and most studied subject in scientific computing is algorithms for solving partial differential equations (PDEs). A long list of numerical methods have been proposed and successfully used for various applications. In…

Numerical Analysis · Mathematics 2022-07-28 Jingrun Chen , Xurong Chi , Weinan E , Zhouwang Yang

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

A general method to generate a centrosymmetric matrix associated with the solving of partial differential equation (PDE) on an irreducible domain by means of a linear equation system is proposed. The method applies to any PDE for which both…

Numerical Analysis · Mathematics 2025-03-12 T. Thuillier

This paper deals with numerical solutions to a partial differential equation of fractional order. Generally this type of equation describes a transition from anomalous diffusion to transport processes. From a phenomenological point of view,…

Numerical Analysis · Mathematics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

In this paper, we study the convergence behavior of the diffuse domain method (DDM) for solving a class of second-order parabolic partial differential equations with Neumann boundary condition posed on general irregular domains. The DDM…

Numerical Analysis · Mathematics 2025-10-06 Wenrui Hao , Lili Ju , Yuejin Xu

A numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over $\Omega$ on the extruded domain…

Numerical Analysis · Mathematics 2019-05-27 Mark Ainsworth , Christian Glusa

In this paper, we develop a gradient recovery based linear (GRBL) finite element method (FEM) and a Hessian recovery based linear (HRBL) FEM for second order elliptic equations in non-divergence form. The elliptic equation is casted into a…

Numerical Analysis · Mathematics 2022-11-09 Minqiang Xu , Runchang Lin , Qingsong Zou

In this paper we introduce a new, simple and efficient numerical scheme for the implementation of the freezing method for capturing similarity solutions in partial differential equations. The scheme is based on an IMEX-Runge-Kutta approach…

Numerical Analysis · Mathematics 2016-12-14 Jens Rottmann-Matthes

In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded…

Numerical Analysis · Mathematics 2012-06-04 Edward J. Fuselier , Grady B. Wright

A state-of-the-art deep domain decomposition method (D3M) based on the variational principle is proposed for partial differential equations (PDEs). The solution of PDEs can be formulated as the solution of a constrained optimization…

Machine Learning · Computer Science 2020-04-03 Ke Li , Kejun Tang , Tianfan Wu , Qifeng Liao